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xh1995 (xin) 于 (Thu Aug 16 16:55:43 2007) 提到:
for a volitale market like today, was it a good thing for quant funds? did
most of them make money or lose money?
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canoneos (知秋一叶) 于 (Thu Aug 16 17:39:26 2007) 提到:
Quant funds, esp. stat arb guys, are probably the biggest loser in recent
weeks because the market is acting insane on the long tails of their lovely
bell shapes.
But most people believe that this is |
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